Remove the regular space that you have first in the pattern:

 str = str.replace(/[\u00A0\u1680​\u180e\u2000-\u2009\u200a​\u200b​\u202f\u205f​\u3000]/g,'');

Adapted from Semplice, following link from here.

[^\x00-\x80] matches any character not in the ASCII range.
Note that some of the characters may not be encoded correctly from the copy and paste.

var latin_map = {"Á":"A","Ă":"A","Ắ":"A","Ặ":"A","Ằ":"A","Ẳ":"A","Ẵ":"A","Ǎ":"A","Â":"A","Ấ":"A","Ậ":"A","Ầ":"A","Ẩ":"A","Ẫ":"A","Ä":"A","Ǟ":"A","Ȧ":"A","Ǡ":"A","Ạ":"A","Ȁ":"A","À":"A","Ả":"A","Ȃ":"A","Ā":"A","Ą":"A","Å":"A","Ǻ":"A","Ḁ":"A","Ⱥ":"A","Ã":"A","Ꜳ":"AA","Æ":"AE","Ǽ":"AE","Ǣ":"AE","Ꜵ":"AO","Ꜷ":"AU","Ꜹ":"AV","Ꜻ":"AV","Ꜽ":"AY","Ḃ":"B","Ḅ":"B","Ɓ":"B","Ḇ":"B","Ƀ":"B","Ƃ":"B","Ć":"C","Č":"C","Ç":"C","Ḉ":"C","Ĉ":"C","Ċ":"C","Ƈ":"C","Ȼ":"C","Ď":"D","Ḑ":"D","Ḓ":"D","Ḋ":"D","Ḍ":"D","Ɗ":"D","Ḏ":"D","Dz":"D","Dž":"D","Đ":"D","Ƌ":"D","DZ":"DZ","DŽ":"DZ","É":"E","Ĕ":"E","Ě":"E","Ȩ":"E","Ḝ":"E","Ê":"E","Ế":"E","Ệ":"E","Ề":"E","Ể":"E","Ễ":"E","Ḙ":"E","Ë":"E","Ė":"E","Ẹ":"E","Ȅ":"E","È":"E","Ẻ":"E","Ȇ":"E","Ē":"E","Ḗ":"E","Ḕ":"E","Ę":"E","Ɇ":"E","Ẽ":"E","Ḛ":"E","Ꝫ":"ET","Ḟ":"F","Ƒ":"F","Ǵ":"G","Ğ":"G","Ǧ":"G","Ģ":"G","Ĝ":"G","Ġ":"G","Ɠ":"G","Ḡ":"G","Ǥ":"G","Ḫ":"H","Ȟ":"H","Ḩ":"H","Ĥ":"H","Ⱨ":"H","Ḧ":"H","Ḣ":"H","Ḥ":"H","Ħ":"H","Í":"I","Ĭ":"I","Ǐ":"I","Î":"I","Ï":"I","Ḯ":"I","İ":"I","Ị":"I","Ȉ":"I","Ì":"I","Ỉ":"I","Ȋ":"I","Ī":"I","Į":"I","Ɨ":"I","Ĩ":"I","Ḭ":"I","Ꝺ":"D","Ꝼ":"F","Ᵹ":"G","Ꞃ":"R","Ꞅ":"S","Ꞇ":"T","Ꝭ":"IS","Ĵ":"J","Ɉ":"J","Ḱ":"K","Ǩ":"K","Ķ":"K","Ⱪ":"K","Ꝃ":"K","Ḳ":"K","Ƙ":"K","Ḵ":"K","Ꝁ":"K","Ꝅ":"K","Ĺ":"L","Ƚ":"L","Ľ":"L","Ļ":"L","Ḽ":"L","Ḷ":"L","Ḹ":"L","Ⱡ":"L","Ꝉ":"L","Ḻ":"L","Ŀ":"L","Ɫ":"L","Lj":"L","Ł":"L","LJ":"LJ","Ḿ":"M","Ṁ":"M","Ṃ":"M","Ɱ":"M","Ń":"N","Ň":"N","Ņ":"N","Ṋ":"N","Ṅ":"N","Ṇ":"N","Ǹ":"N","Ɲ":"N","Ṉ":"N","Ƞ":"N","Nj":"N","Ñ":"N","NJ":"NJ","Ó":"O","Ŏ":"O","Ǒ":"O","Ô":"O","Ố":"O","Ộ":"O","Ồ":"O","Ổ":"O","Ỗ":"O","Ö":"O","Ȫ":"O","Ȯ":"O","Ȱ":"O","Ọ":"O","Ő":"O","Ȍ":"O","Ò":"O","Ỏ":"O","Ơ":"O","Ớ":"O","Ợ":"O","Ờ":"O","Ở":"O","Ỡ":"O","Ȏ":"O","Ꝋ":"O","Ꝍ":"O","Ō":"O","Ṓ":"O","Ṑ":"O","Ɵ":"O","Ǫ":"O","Ǭ":"O","Ø":"O","Ǿ":"O","Õ":"O","Ṍ":"O","Ṏ":"O","Ȭ":"O","Ƣ":"OI","Ꝏ":"OO","Ɛ":"E","Ɔ":"O","Ȣ":"OU","Ṕ":"P","Ṗ":"P","Ꝓ":"P","Ƥ":"P","Ꝕ":"P","Ᵽ":"P","Ꝑ":"P","Ꝙ":"Q","Ꝗ":"Q","Ŕ":"R","Ř":"R","Ŗ":"R","Ṙ":"R","Ṛ":"R","Ṝ":"R","Ȑ":"R","Ȓ":"R","Ṟ":"R","Ɍ":"R","Ɽ":"R","Ꜿ":"C","Ǝ":"E","Ś":"S","Ṥ":"S","Š":"S","Ṧ":"S","Ş":"S","Ŝ":"S","Ș":"S","Ṡ":"S","Ṣ":"S","Ṩ":"S","Ť":"T","Ţ":"T","Ṱ":"T","Ț":"T","Ⱦ":"T","Ṫ":"T","Ṭ":"T","Ƭ":"T","Ṯ":"T","Ʈ":"T","Ŧ":"T","Ɐ":"A","Ꞁ":"L","Ɯ":"M","Ʌ":"V","Ꜩ":"TZ","Ú":"U","Ŭ":"U","Ǔ":"U","Û":"U","Ṷ":"U","Ü":"U","Ǘ":"U","Ǚ":"U","Ǜ":"U","Ǖ":"U","Ṳ":"U","Ụ":"U","Ű":"U","Ȕ":"U","Ù":"U","Ủ":"U","Ư":"U","Ứ":"U","Ự":"U","Ừ":"U","Ử":"U","Ữ":"U","Ȗ":"U","Ū":"U","Ṻ":"U","Ų":"U","Ů":"U","Ũ":"U","Ṹ":"U","Ṵ":"U","Ꝟ":"V","Ṿ":"V","Ʋ":"V","Ṽ":"V","Ꝡ":"VY","Ẃ":"W","Ŵ":"W","Ẅ":"W","Ẇ":"W","Ẉ":"W","Ẁ":"W","Ⱳ":"W","Ẍ":"X","Ẋ":"X","Ý":"Y","Ŷ":"Y","Ÿ":"Y","Ẏ":"Y","Ỵ":"Y","Ỳ":"Y","Ƴ":"Y","Ỷ":"Y","Ỿ":"Y","Ȳ":"Y","Ɏ":"Y","Ỹ":"Y","Ź":"Z","Ž":"Z","Ẑ":"Z","Ⱬ":"Z","Ż":"Z","Ẓ":"Z","Ȥ":"Z","Ẕ":"Z","Ƶ":"Z","IJ":"IJ","Œ":"OE","ᴀ":"A","ᴁ":"AE","ʙ":"B","ᴃ":"B","ᴄ":"C","ᴅ":"D","ᴇ":"E","ꜰ":"F","ɢ":"G","ʛ":"G","ʜ":"H","ɪ":"I","ʁ":"R","ᴊ":"J","ᴋ":"K","ʟ":"L","ᴌ":"L","ᴍ":"M","ɴ":"N","ᴏ":"O","ɶ":"OE","ᴐ":"O","ᴕ":"OU","ᴘ":"P","ʀ":"R","ᴎ":"N","ᴙ":"R","ꜱ":"S","ᴛ":"T","ⱻ":"E","ᴚ":"R","ᴜ":"U","ᴠ":"V","ᴡ":"W","ʏ":"Y","ᴢ":"Z","á":"a","ă":"a","ắ":"a","ặ":"a","ằ":"a","ẳ":"a","ẵ":"a","ǎ":"a","â":"a","ấ":"a","ậ":"a","ầ":"a","ẩ":"a","ẫ":"a","ä":"a","ǟ":"a","ȧ":"a","ǡ":"a","ạ":"a","ȁ":"a","à":"a","ả":"a","ȃ":"a","ā":"a","ą":"a","ᶏ":"a","ẚ":"a","å":"a","ǻ":"a","ḁ":"a","ⱥ":"a","ã":"a","ꜳ":"aa","æ":"ae","ǽ":"ae","ǣ":"ae","ꜵ":"ao","ꜷ":"au","ꜹ":"av","ꜻ":"av","ꜽ":"ay","ḃ":"b","ḅ":"b","ɓ":"b","ḇ":"b","ᵬ":"b","ᶀ":"b","ƀ":"b","ƃ":"b","ɵ":"o","ć":"c","č":"c","ç":"c","ḉ":"c","ĉ":"c","ɕ":"c","ċ":"c","ƈ":"c","ȼ":"c","ď":"d","ḑ":"d","ḓ":"d","ȡ":"d","ḋ":"d","ḍ":"d","ɗ":"d","ᶑ":"d","ḏ":"d","ᵭ":"d","ᶁ":"d","đ":"d","ɖ":"d","ƌ":"d","ı":"i","ȷ":"j","ɟ":"j","ʄ":"j","dz":"dz","dž":"dz","é":"e","ĕ":"e","ě":"e","ȩ":"e","ḝ":"e","ê":"e","ế":"e","ệ":"e","ề":"e","ể":"e","ễ":"e","ḙ":"e","ë":"e","ė":"e","ẹ":"e","ȅ":"e","è":"e","ẻ":"e","ȇ":"e","ē":"e","ḗ":"e","ḕ":"e","ⱸ":"e","ę":"e","ᶒ":"e","ɇ":"e","ẽ":"e","ḛ":"e","ꝫ":"et","ḟ":"f","ƒ":"f","ᵮ":"f","ᶂ":"f","ǵ":"g","ğ":"g","ǧ":"g","ģ":"g","ĝ":"g","ġ":"g","ɠ":"g","ḡ":"g","ᶃ":"g","ǥ":"g","ḫ":"h","ȟ":"h","ḩ":"h","ĥ":"h","ⱨ":"h","ḧ":"h","ḣ":"h","ḥ":"h","ɦ":"h","ẖ":"h","ħ":"h","ƕ":"hv","í":"i","ĭ":"i","ǐ":"i","î":"i","ï":"i","ḯ":"i","ị":"i","ȉ":"i","ì":"i","ỉ":"i","ȋ":"i","ī":"i","į":"i","ᶖ":"i","ɨ":"i","ĩ":"i","ḭ":"i","ꝺ":"d","ꝼ":"f","ᵹ":"g","ꞃ":"r","ꞅ":"s","ꞇ":"t","ꝭ":"is","ǰ":"j","ĵ":"j","ʝ":"j","ɉ":"j","ḱ":"k","ǩ":"k","ķ":"k","ⱪ":"k","ꝃ":"k","ḳ":"k","ƙ":"k","ḵ":"k","ᶄ":"k","ꝁ":"k","ꝅ":"k","ĺ":"l","ƚ":"l","ɬ":"l","ľ":"l","ļ":"l","ḽ":"l","ȴ":"l","ḷ":"l","ḹ":"l","ⱡ":"l","ꝉ":"l","ḻ":"l","ŀ":"l","ɫ":"l","ᶅ":"l","ɭ":"l","ł":"l","lj":"lj","ſ":"s","ẜ":"s","ẛ":"s","ẝ":"s","ḿ":"m","ṁ":"m","ṃ":"m","ɱ":"m","ᵯ":"m","ᶆ":"m","ń":"n","ň":"n","ņ":"n","ṋ":"n","ȵ":"n","ṅ":"n","ṇ":"n","ǹ":"n","ɲ":"n","ṉ":"n","ƞ":"n","ᵰ":"n","ᶇ":"n","ɳ":"n","ñ":"n","nj":"nj","ó":"o","ŏ":"o","ǒ":"o","ô":"o","ố":"o","ộ":"o","ồ":"o","ổ":"o","ỗ":"o","ö":"o","ȫ":"o","ȯ":"o","ȱ":"o","ọ":"o","ő":"o","ȍ":"o","ò":"o","ỏ":"o","ơ":"o","ớ":"o","ợ":"o","ờ":"o","ở":"o","ỡ":"o","ȏ":"o","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function embolden( str, chr ){
    return str.replace( /[^\x00-\x80]/g,
        function (a) { 
            return chr == latin_map[a] ? '<b>' + a + '</b>' : a;
        } 
    );
}

embolden( 'ádám', 'a' );    // "<b>á</b>d<b>á</b>m"

HTML entities get converted to actual unicode characters. Example:

document.body.innerHTML = "⇈";


console.log(document.body.innerHTML === "\u21c8"); // true

// Instead of a unicode esape sequence, you can write the
// actual unicode character. This is safe as long as you
// specify the correct encoding for your JavaScript files:
console.log(document.body.innerHTML === "⇈"); // true
	

So when you read the innerHTML via $(this).html() or the textContent via $(this).text(), you need to look for the actual unicode character given by its unicode escape sequence "\u21c8" or directly "⇈" and not its entity "⇈".

@adeneo posted an option using jQuery. Here's a relevant answer I found that doesn't use jQuery. From this answer: What's the right way to decode a string that has special HTML entities in it?

function parseHtmlEnteties(str) {
    return str.replace(/&#([0-9]{1,4});/gi, function(match, numStr) {
        var num = parseInt(numStr, 10); // read num as normal number
        return String.fromCharCode(num);
    });
}

You have to explicitly remove the invisible Unicode characters and convert some Unicode characters into their ASCII equivalents:

let x = document.querySelector('.x').innerHTML;
x = x.replace(/\u202d/g, '');  // (0x202d = 8237 "LEFT-TO-RIGHT OVERRIDE")
x = x.replace(/\u2212/g, '-'); // (0x2212 = 8277 "MINUS SIGN")

By using Regx. in string replace you can achieve this. See the below code

var unicode_dictionary = {
    "\\00E9": "é",
    "\\00E0": "à"
}


var old_str = "rapport couvrant une p\00E9riode de 6 mois (f\00E9vrier \00E0 juillet)"

function convert(){
  for(var key in unicode_dictionary){    
      var regx=new RegExp(key,'g')
      old_str=old_str.replace(regx,unicode_dictionary[key]);
   }
  alert(old_str);
}

<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js"></script>
<button onclick='convert()'>Convert</button>

replace \w (only word caracters) by "." (all caracters)

$("body").children().andSelf().contents().each(function(){
    if (this.nodeType == 3) {
        var $this = $(this);
        $this.replaceWith($this.text().replace(/(.)/g, "<span>$&</span>"));
    }
})

Based on what \p{C} is in java (from XRegExp):

var re = /[\0-\x1F\x7F-\x9F\xAD\u0378\u0379\u037F-\u0383\u038B\u038D\u03A2\u0528-\u0530\u0557\u0558\u0560\u0588\u058B-\u058E\u0590\u05C8-\u05CF\u05EB-\u05EF\u05F5-\u0605\u061C\u061D\u06DD\u070E\u070F\u074B\u074C\u07B2-\u07BF\u07FB-\u07FF\u082E\u082F\u083F\u085C\u085D\u085F-\u089F\u08A1\u08AD-\u08E3\u08FF\u0978\u0980\u0984\u098D\u098E\u0991\u0992\u09A9\u09B1\u09B3-\u09B5\u09BA\u09BB\u09C5\u09C6\u09C9\u09CA\u09CF-\u09D6\u09D8-\u09DB\u09DE\u09E4\u09E5\u09FC-\u0A00\u0A04\u0A0B-\u0A0E\u0A11\u0A12\u0A29\u0A31\u0A34\u0A37\u0A3A\u0A3B\u0A3D\u0A43-\u0A46\u0A49\u0A4A\u0A4E-\u0A50\u0A52-\u0A58\u0A5D\u0A5F-\u0A65\u0A76-\u0A80\u0A84\u0A8E\u0A92\u0AA9\u0AB1\u0AB4\u0ABA\u0ABB\u0AC6\u0ACA\u0ACE\u0ACF\u0AD1-\u0ADF\u0AE4\u0AE5\u0AF2-\u0B00\u0B04\u0B0D\u0B0E\u0B11\u0B12\u0B29\u0B31\u0B34\u0B3A\u0B3B\u0B45\u0B46\u0B49\u0B4A\u0B4E-\u0B55\u0B58-\u0B5B\u0B5E\u0B64\u0B65\u0B78-\u0B81\u0B84\u0B8B-\u0B8D\u0B91\u0B96-\u0B98\u0B9B\u0B9D\u0BA0-\u0BA2\u0BA5-\u0BA7\u0BAB-\u0BAD\u0BBA-\u0BBD\u0BC3-\u0BC5\u0BC9\u0BCE\u0BCF\u0BD1-\u0BD6\u0BD8-\u0BE5\u0BFB-\u0C00\u0C04\u0C0D\u0C11\u0C29\u0C34\u0C3A-\u0C3C\u0C45\u0C49\u0C4E-\u0C54\u0C57\u0C5A-\u0C5F\u0C64\u0C65\u0C70-\u0C77\u0C80\u0C81\u0C84\u0C8D\u0C91\u0CA9\u0CB4\u0CBA\u0CBB\u0CC5\u0CC9\u0CCE-\u0CD4\u0CD7-\u0CDD\u0CDF\u0CE4\u0CE5\u0CF0\u0CF3-\u0D01\u0D04\u0D0D\u0D11\u0D3B\u0D3C\u0D45\u0D49\u0D4F-\u0D56\u0D58-\u0D5F\u0D64\u0D65\u0D76-\u0D78\u0D80\u0D81\u0D84\u0D97-\u0D99\u0DB2\u0DBC\u0DBE\u0DBF\u0DC7-\u0DC9\u0DCB-\u0DCE\u0DD5\u0DD7\u0DE0-\u0DF1\u0DF5-\u0E00\u0E3B-\u0E3E\u0E5C-\u0E80\u0E83\u0E85\u0E86\u0E89\u0E8B\u0E8C\u0E8E-\u0E93\u0E98\u0EA0\u0EA4\u0EA6\u0EA8\u0EA9\u0EAC\u0EBA\u0EBE\u0EBF\u0EC5\u0EC7\u0ECE\u0ECF\u0EDA\u0EDB\u0EE0-\u0EFF\u0F48\u0F6D-\u0F70\u0F98\u0FBD\u0FCD\u0FDB-\u0FFF\u10C6\u10C8-\u10CC\u10CE\u10CF\u1249\u124E\u124F\u1257\u1259\u125E\u125F\u1289\u128E\u128F\u12B1\u12B6\u12B7\u12BF\u12C1\u12C6\u12C7\u12D7\u1311\u1316\u1317\u135B\u135C\u137D-\u137F\u139A-\u139F\u13F5-\u13FF\u169D-\u169F\u16F1-\u16FF\u170D\u1715-\u171F\u1737-\u173F\u1754-\u175F\u176D\u1771\u1774-\u177F\u17DE\u17DF\u17EA-\u17EF\u17FA-\u17FF\u180F\u181A-\u181F\u1878-\u187F\u18AB-\u18AF\u18F6-\u18FF\u191D-\u191F\u192C-\u192F\u193C-\u193F\u1941-\u1943\u196E\u196F\u1975-\u197F\u19AC-\u19AF\u19CA-\u19CF\u19DB-\u19DD\u1A1C\u1A1D\u1A5F\u1A7D\u1A7E\u1A8A-\u1A8F\u1A9A-\u1A9F\u1AAE-\u1AFF\u1B4C-\u1B4F\u1B7D-\u1B7F\u1BF4-\u1BFB\u1C38-\u1C3A\u1C4A-\u1C4C\u1C80-\u1CBF\u1CC8-\u1CCF\u1CF7-\u1CFF\u1DE7-\u1DFB\u1F16\u1F17\u1F1E\u1F1F\u1F46\u1F47\u1F4E\u1F4F\u1F58\u1F5A\u1F5C\u1F5E\u1F7E\u1F7F\u1FB5\u1FC5\u1FD4\u1FD5\u1FDC\u1FF0\u1FF1\u1FF5\u1FFF\u200B-\u200F\u202A-\u202E\u2060-\u206F\u2072\u2073\u208F\u209D-\u209F\u20BB-\u20CF\u20F1-\u20FF\u218A-\u218F\u23F4-\u23FF\u2427-\u243F\u244B-\u245F\u2700\u2B4D-\u2B4F\u2B5A-\u2BFF\u2C2F\u2C5F\u2CF4-\u2CF8\u2D26\u2D28-\u2D2C\u2D2E\u2D2F\u2D68-\u2D6E\u2D71-\u2D7E\u2D97-\u2D9F\u2DA7\u2DAF\u2DB7\u2DBF\u2DC7\u2DCF\u2DD7\u2DDF\u2E3C-\u2E7F\u2E9A\u2EF4-\u2EFF\u2FD6-\u2FEF\u2FFC-\u2FFF\u3040\u3097\u3098\u3100-\u3104\u312E-\u3130\u318F\u31BB-\u31BF\u31E4-\u31EF\u321F\u32FF\u4DB6-\u4DBF\u9FCD-\u9FFF\uA48D-\uA48F\uA4C7-\uA4CF\uA62C-\uA63F\uA698-\uA69E\uA6F8-\uA6FF\uA78F\uA794-\uA79F\uA7AB-\uA7F7\uA82C-\uA82F\uA83A-\uA83F\uA878-\uA87F\uA8C5-\uA8CD\uA8DA-\uA8DF\uA8FC-\uA8FF\uA954-\uA95E\uA97D-\uA97F\uA9CE\uA9DA-\uA9DD\uA9E0-\uA9FF\uAA37-\uAA3F\uAA4E\uAA4F\uAA5A\uAA5B\uAA7C-\uAA7F\uAAC3-\uAADA\uAAF7-\uAB00\uAB07\uAB08\uAB0F\uAB10\uAB17-\uAB1F\uAB27\uAB2F-\uABBF\uABEE\uABEF\uABFA-\uABFF\uD7A4-\uD7AF\uD7C7-\uD7CA\uD7FC-\uF8FF\uFA6E\uFA6F\uFADA-\uFAFF\uFB07-\uFB12\uFB18-\uFB1C\uFB37\uFB3D\uFB3F\uFB42\uFB45\uFBC2-\uFBD2\uFD40-\uFD4F\uFD90\uFD91\uFDC8-\uFDEF\uFDFE\uFDFF\uFE1A-\uFE1F\uFE27-\uFE2F\uFE53\uFE67\uFE6C-\uFE6F\uFE75\uFEFD-\uFF00\uFFBF-\uFFC1\uFFC8\uFFC9\uFFD0\uFFD1\uFFD8\uFFD9\uFFDD-\uFFDF\uFFE7\uFFEF-\uFFFB\uFFFE\uFFFF]/g;
filename.replace(re, "");

You could alternatively just use the library